Finite sample prediction of stationary and non-invertible ARMA-processes : a comparison of the CSS-technique (conditional sum of squares) and Kalman filtering

Finite sample prediction of stationary and non-invertible ARMA-processes : a comparison of the CSS-technique (conditional sum of squares) and Kalman filtering

datePublished

• 1979

description

• Sarjalla myös engl. nimeke.

identifier

• propertyID: FI-FENNI value: 82742
• propertyID: FI-MELINDA value: 000991000
• propertyID: skl value: fx82742

isbn

• 951555098X

isPartOf

• Fennica
• Working papers / Swedish School of Economics and Business Administration

name

• Finite sample prediction of stationary and non-invertible ARMA-processes : a comparison of the CSS-technique (conditional sum of squares) and Kalman filtering

numberOfPages

• [2], 19 lehteä

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Hfors organizer: Svenska handelshögskolan. Forskningsinstitutet

publisher

• Svenska handelshögskolan. Forskningsinstitutet